The menu bars along the left side of sketch are floating (like photoshop).
How can you ‘dock’ them so they are part of the window (not floating in front)?
On the Mac you can’t lock toolbars to the sides of your windows. The only way to have a static toolbar is to Customize the top toolbar to meet your needs. It’s an unfortunate byproduct of how OS X creates floating toolbars.
I also am annoyed by the floating menus. I have looked into customizing the toolbar, but I am limited to a single row. I would like to grow the toolbar to include more rows of icons. FEATURE REQUEST